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~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~language:"eng"
~person:"Chen, Cathy W. S."
~person:"Lin, Chien-ting"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Risikomanagement"
~subject:"Volatility"
~type_genre:"Article in journal"
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ARCH-Modell
Risikomanagement
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2
Australia
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Australien
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Volatilität
2
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1
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Chen, Cathy W. S.
Lin, Chien-ting
McAleer, Michael
Liu, Zhangxin
3
O'Neill, Michael J.
3
Faff, Robert W.
2
Wang, Kent
2
Anderson, Hamish D.
1
Basu, Anup K.
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Blose, Laurence E.
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Econometric reviews
13
Journal of econometrics
10
Journal of risk and financial management : JRFM
9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of economics & finance : IREF
6
Journal of forecasting
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Computational economics
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International journal of forecasting
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Journal of economic surveys
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Econometrics : open access journal
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Energy economics
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Risks : open access journal
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Annals of financial economics
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Econometric theory
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Finance research letters
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Tourism economics : the business and finance of tourism and recreation
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Applied financial economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The econometrics journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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ECONIS (ZBW)
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1
Higher moments and beta asymmetry : evidence from Australia
Doan, Minh-Phuong
;
Lin, Chien-ting
;
Chng, Michael
- In:
Accounting and finance : journal of the Accounting …
54
(
2014
)
3
,
pp. 779-807
Persistent link: https://www.econbiz.de/10011348087
Saved in:
2
Implied volatility smiles, option mispricing and net buying pressure : evidence around the global financial crisis
Larkin, J.
;
Brooksby, A.
;
Lin, Chien-ting
;
Zurbruegg, Ralf
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 47-69
Persistent link: https://www.econbiz.de/10009512728
Saved in:
3
It pays to violate : how effective are the Basel accord penalties in encouraging risk management?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009512724
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